Optimal investment in an illiquid market with search frictions and transaction costs (Q2701076)

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Optimal investment in an illiquid market with search frictions and transaction costs
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    Optimal investment in an illiquid market with search frictions and transaction costs (English)
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    27 April 2023
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    stochastic control
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    optimal investment
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    illiquidity
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    transaction costs
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    search frictions
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